+358.6%
GDX vs SNAP
-79.0%
+437.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +4.3% |
| 7D | +15.6% | -7.3% | +22.9% | +16.0% |
| 30D | +2.4% | -18.9% | +21.4% | +3.6% |
| 3M | +1.7% | -5.3% | +7.0% | +1.9% |
| 6M | -3.3% | -16.9% | +13.6% | -2.7% |
| YTD | +6.6% | -37.4% | +44.1% | +8.4% |
| 1Y | +27.0% | -38.5% | +65.5% | +29.2% |
| 3Y | +243.4% | -55.1% | +298.4% | +247.8% |
| 5Y | +194.2% | -90.8% | +285.0% | +206.3% |
| All | +358.6% | -79.0% | +437.5% | +367.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling